How can I wrap a sketch to a spiral face?

Wen I try to wrap the sketch to a face, which follows spiral curve projected from a helix, I get an alert message. As the picture indicates, the projection (wrap) is not complete. Can someone explain why this is happening, please?

And to the experts: Is there another way to achieve a result?

FYI: I am using NX10 and have a lot of parameters to produce variants in the end.